looks like a combo of panoramic and layers. Both are easy to do in photoshop. As mentioned you need a camera (an a tripod will make it easier) that shoots in burst. Those pics are from full frame high end DSLR's that shoot like 6-9 fps. My Canon I think only shoots 5 FPS burst. You'll also need a fast piece of glass to achieve this as autofocus will have to keep up if you are panning with the rider.
you can't tell by looking at that pic if it came off a full-frame camera. could have easily been APS-C. my APS-C sony nex 7 shoots 10fps, my canon 7d (also APS-C) shoots up to 8fps. the full-frame 5dmk II only shoots 3.9fps and the new 5dmk III does 6fps.
that pic looks like more than 3.9 fps and keep in mind that the high range of the camera's fps is measured under perfect (lots of) light. yes, there is plenty of light up there in the snow but also keep in mind that they probably used an nd filter or at least a polarizer which reduces some of the light. this was shot with a fast camera.
yes - panoramic stitching and layers.